Almost sounds like you installed it on your C: drive (*system drive) and you run the program without Administrator rights.
In this case, your program cannot create new files on the system drive, because this needs Administrator Rights.

Try the following: Right click the PCSX exe file (or shortcut to exe file), click properties, go to compatability tab, and enable "run as administrator".
And see if it works.

yes, I tried. It doesn't want to update. I click ZZOgl.0.21.204 then I pick my pcsx2 app and then it quits. I check the configuration of my pcsx2 app and nothing, the scroll down shows nothing but the 19. something something. I want to play kingdom hearts. Does anyone know how I can fix it? or can someone give me their application with everything complete already? I already installed the CG framework.

Another thing that may be holding you back is file permissions in the directory that the application is trying to save the logs to. It seems that you can attach files to these posts. Try attaching a screen shot. At last check cmd+shift+3 takes a screen shot still. Let's look at what you've got going on and we'll see about getting to the bottom of it.

Also, how does the game run with the ZZOgl plug that came with the install package?

I'm in the process of getting a bios image and such so that I can start fiddling with this myself as I have always been interested in playing my PS2 games on the go.